+22,131.9%
TSLA vs KDP
+712.5%
+21,419.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.6% |
| 7D | +1.5% | +1.3% | +0.3% | +1.0% |
| 30D | +10.1% | +6.0% | +4.1% | +7.5% |
| 3M | -15.4% | +9.2% | -24.6% | -18.8% |
| 6M | -12.8% | +14.7% | -27.5% | -18.3% |
| YTD | -21.3% | +19.2% | -40.5% | -27.7% |
| 1Y | +4.6% | +15.2% | -10.6% | -3.2% |
| 3Y | +44.5% | +6.0% | +38.5% | +35.2% |
| 5Y | +44.8% | +5.4% | +39.4% | +34.3% |
| 10Y | +2,585.4% | +171.9% | +2,413.5% | +1,585.6% |
| All | +22,131.9% | +712.5% | +21,419.4% | +8,269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KDP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling